Revealing mistake: At the end when Charlie Sheen is balding you see the edge of the silicone wig in the middle of his forehead. (01:41:05)
Revealing mistake: When Lotte and Maxine are hugging by the side of the New Jersey Turnpike at the end, the camera pans around them and you can see shadows of the cover and poles holding it to protect them from the rain.Also at one point a large amount of water falls down which obviously pours off the cover.
Revealing mistake: When Craig (in John) is doing his dance of 'Despair and Disillusion' you can see the stunt double several times. The most blatant are when he jumps to the wall and lands in a press-up, when he does a forward roll, when he backflips and also when he slides against the wall at the end of the dance.
Revealing mistake: When Lester moves in the tunnel for John Malkovich's mind, you can see the rope. (01:36:20)
Answer: It IS from Brazil. The song is called Brazil, performed by Geoff Muldaur.